iClick (version 1.6.1)

iClick.ARIMA: iClick GUI for ARIMA

Description

This GUI estimates ARIMA both with automatic lag selection and fixed lag length. The GUI is only only a GUI, but also a output format.

Usage

iClick.ARIMA(dat, AR = 1, MA = 1, n.ahead = 24, ic = "aic")

Value

Fitted ARMA regression output.

Arguments

dat

Time series object, xts.

AR

Pre-specified fixed AR order.

MA

Pre-specified fixed MA order.

n.ahead

Periods of out-of-sample forecast.

ic

Information criteria for lag selection,ic=c("aicc", "aic", "bic"). See auto.arima() of package forecast.

Author

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University

Details

This GUI fits two ARMA, fixed orders and automatically fitted orders, and returns a two-part GUI with output on it. The outputs can be saved as .RData file for later use, the last row is the save button.
The saved filename is automatically generated by selections and results; for example, .aicOrderARIMA_102.RData represents the automatically fits ARIMA(p,d,q) orders are ARIMA(1,0,2) by AIC.
Using load(".aicOrderARIMA_102.RData") to retrieve the file and ls() to list objects, and use names() to show details of objects.
The input returns data must be in percentage form; namely, dlog()*100

See Also

arima() and auto.arima() of package forecast.

Examples

## Simulation data
dat=rnorm(200)
y=ts(dat, end = c(2025, 8), frequency = 12)

iClick.ARIMA(y)